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我嘗試實現卡爾曼濾波器來預測速度,提前一步。 Python實現 H = np.diag([1,1]) ħ用於速度估計的python中的卡爾曼濾波器實現
結果: 陣列([[1,0], [0,1]]) 對於測量矢量 數據文件是包含時間一列和速度csv文件中的另一列
measurements=np.vstack((mx,my,datafile.speed))
#length of meassurement
m=measurements.shape[1]
print(measurements.shape)
輸出:(3,1069)
卡爾曼for filterstep in range(m-1):
#Time Update
#=============================
#Project the state ahead
x=A*x
#Project the error covariance ahead
P=A*P*A.T+Q
#Measurement Update(correction)
#===================================
#if there is GPS measurement
if GPS[filterstep]:
#COmpute the Kalman Gain
S =(H*P*H).T + R
S_inv=S.inv()
K=(P*H.T)*S_inv
#Update the estimate via z
Z = measurements[:,filterstep].reshape(H.shape[0],1)
y=Z-(H*x)
x = x + (K*y)
#Update the error covariance
P=(I-(K*H))*P
# Save states for Plotting
x0.append(float(x[0]))
x1.append(float(x[1]))
Zx.append(float(Z[0]))
Zy.append(float(Z[1]))
Px.append(float(P[0,0]))
Py.append(float(P[1,1]))
Kx.append(float(K[0,0]))
Ky.append(float(K[1,0]))
錯誤當屬:
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
<ipython-input-80-9b15fccbaca8> in <module>()
20
21 #Update the estimate via z
---> 22 Z = measurements[:,filterstep].reshape(H.shape[0],1)
23 y=Z-(H*x)
24 x = x + (K*y)
ValueError: total size of new array must be unchanged
我怎樣才能消除這種錯誤